You will know the standard line on explicit sex in art-house cinema. Having strategically placed a beret over an agitated crotch, the male critic curls into an awkward ball and explains how the relevant scenes are “not at all erotic” and “actually a little boring”. Trust me on this occasion when I tell you that there really is little to get sweaty about in Lars Von Trier’s bifurcated saga on sex, crime, religion and fly fishing.

For a start, there are fewer sex scenes in Nymphomaniac (or Nymph()maniac , as the posters have it) than you might suspect. Those sequences are, admittedly, pretty darn explicit – body doubles contribute shots of their engorged or lubricated genitalia – but the overwhelming sense of grey, existential gloom admits little joy into the couplings. Steve McQueen’s Shame seems, by comparison, a little like Rosie Dixon: Night Nurse. What we do get is full-on, hardcore Von Trierism from beginning to end.

The film begins with a beautifully sinister shot of a woman lying injured in a cold urban alleyway. This is Joe (a brave Charlotte Gainsbourg), the nymphomaniac of the title, and she has a story to tell.

Before hypothermia sets in, Seligman (Stellan Skarsgård), an austere hermetic intellectual, happens along and escorts Joe back to his squalid flat. While he sits by her bed and offers high-brow footnotes, Joe talks him through childhood trauma, initial unsatisfactory sexual encounters and, as the first volume leads into the second, a desperate attempt to rediscover her orgasm.

We watch as Joe and a young friend stage a competition to have sex with the most passengers on a train. Shia LaBoeuf repeatedly turns up as an old lover who fails to satisfy her emotionally or sexually. In one tremendous Pinteresque sequence, Uma Thurman, playing a lover’s wife, arrives at Joe’s apartment and demands to see the “whoring bed”.

At times, Nymphomaniac does come across like the “readers’ wives” section of a particularly naive semiotics journal. When Joe tells her story about the train, Seligman draws analogies with the subtle art of angling. Later, the historical division between the Orthodox and Catholic Churches offers a gloss on Joe’s continuing sexual torment.

What makes it bearable – indeed, often thrilling – is the sheer, well, Von Trierness of it all. The director’s stubborn eccentricity creates an atmosphere that is at once disorientating and compelling.

We are, apparently, in England, but the city throbs with a babel of mismatching accents: Gainsbourg seems at home; LaBoeuf attempts English, but achieves Australian; most everybody else is Scandinavian. The discourse between Joe and Seligman has the stilted, off-kilter tone of bad academic prose. Shortly after part two begins, the fine Stacy Martin, Joe in the initial flashbacks, hands the role back to Gainsbourg. Just when we suspect Von Trier is not being sufficiently like himself, he teasingly restages a scene from his own Antichrist .

All this playfulness will enrage as many as it delights. The same can be said of Von Trier’s characteristic adventures in the torture of women. Towards the close, it is explained that the film is actually about the continuing distaste for female sexuality in Western society. A final, arresting coda confirms (four hours and two trips to the cinema after we began) that Nymphomania believes itself to be a proudly feminist work.

In this, at least, Von Trier seems sincere. But everything else in this spooky, unsettling film – shot in shades of ash by Manuel Alberto Claro – looks to be part of some vast, elaborate game. As ever, the best way to frustrate Von Trier’s attempts at alienation is to stubbornly embrace the entire, fetid package. He’d prefer you to reject it.